-97.2%
TSLQ vs DGX
+93.9%
-191.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.9% |
| 7D | -6.6% | -0.9% | -5.7% | -6.6% |
| 30D | -24.3% | -1.2% | -23.1% | -24.3% |
| 3M | -3.6% | +15.8% | -19.4% | -2.6% |
| 6M | -12.0% | +18.2% | -30.1% | -10.7% |
| YTD | +1.4% | +37.2% | -35.8% | +6.8% |
| 1Y | -43.6% | +30.4% | -73.9% | -41.4% |
| 3Y | -95.4% | +96.7% | -192.1% | -94.6% |
| All | -97.2% | +93.9% | -191.1% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling